+28.7%
SWK vs RGEN
+527.2%
-498.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -1.1% |
| 7D | +11.0% | -1.9% | +13.0% | +11.5% |
| 30D | +30.1% | +3.7% | +26.3% | +28.4% |
| 3M | +14.7% | +8.8% | +5.8% | +11.1% |
| 6M | +44.5% | +38.0% | +6.5% | +30.3% |
| YTD | +59.4% | +5.9% | +53.5% | +53.3% |
| 1Y | +77.5% | +19.7% | +57.9% | +65.1% |
| 3Y | +49.5% | +20.5% | +28.9% | +34.0% |
| 5Y | -24.9% | -35.0% | +10.1% | -26.7% |
| All | +28.7% | +527.2% | -498.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling